Troax Group AB Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Thursday, May 21st, 2026
1 Day
3,661.90
increased by 137.10
1 Week
3,589.60
increased by 64.80
1 Month
3,000.19
decreased by 524.61
Analysis last updated: Thursday, May 21, 2026 at 08:39 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 1.56 | |
| 0.0642 | 14.40 | |
| 0.9152 | 401.40 | |
| 0.0413 | 4.87 |
Estimation Period:
Mar 27, 2015 to May 15, 2026
Mar 27, 2015 to May 15, 2026
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